Density estimation in the uniform deconvolution model

被引:26
作者
Groeneboom, P
Jongbloed, G
机构
[1] Vrije Univ Amsterdam, Dept Math, NL-1081 HV Amsterdam, Netherlands
[2] Delft Univ Technol, Dept Math, NL-2628 CD Delft, Netherlands
关键词
maximum likelihood; kernel estimator; asymptotic distribution;
D O I
10.1111/1467-9574.00225
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the problem of estimating a probability density function based on data that are corrupted by noise-from a uniform distribution. The (nonparametric) maximum likelihood estimator for the corresponding distribution function is well defined. For the density function this is not the case. We study two nonparametric estimators for this density. The first is a type of kernel density estimate based on the empirical distribution function of the observable data. The second is a kernel density estimate based on the MLE of the distribution function of the unobservable (uncorrupted) data.
引用
收藏
页码:136 / 157
页数:22
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